My understanding is that they were most likely formed by Phobos collecting ejecta from impacts on Mars. The reasoning behind this is that they are centred on Phobos' leading hemisphere.
That process being:
Mars cools as the heat of its formation is radiated away -> There is no longer sufficient heat to maintain the dynamo that powers the magnetic field -> The solar wind is no longer held at bay by a magnetosphere and atmospheric particles are stripped away by collisions with solar wind particles.
Actually the solar wind is only a small part of the atmospheric loss process, although it is a factor. The main thing is thermal loss. Basically, your atmosphere has a half life (amount of time taken for half the atmosphere to leave the planet) based on the local escape velocity and the temperature. At a given temperature, your particle velocities form a Bell curve, and the particles that end up at velocities beyond escape velocity leave the planet. The higher the temperature, or the lower the escape velocity, the more of the bell curve goes beyond the escape velocity line, and thus the more particles you lose, and thus the shorter the half life of the atmosphere. Mars has an escape velocity of only about 5 km/s, which means it can't hold an Earthlike atmosphere at Earthlike temperatures for very long. Also a factor is that without internal heat, Mars' former vulcanism has died down, which means the atmosphere doesn't get replenished (at least not as much as before, there are indications of volcanic activity in the last few million years) through outgassing.